+1,812.3%
COR vs CAPR
-99.1%
+1,911.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.8% |
| 7D | +0.8% | +41.1% | -40.2% | +0.8% |
| 30D | +5.1% | +11.1% | -6.0% | +5.1% |
| 3M | +2.8% | +115.3% | -112.5% | +2.6% |
| 6M | +32.5% | -73.8% | +106.4% | +32.6% |
| YTD | -0.7% | -68.8% | +68.2% | -0.6% |
| 1Y | -6.7% | +43.3% | -50.0% | -7.4% |
| 3Y | +73.7% | +214.7% | -141.0% | +69.8% |
| 5Y | +177.9% | +141.3% | +36.6% | +171.0% |
| 10Y | +533.8% | -67.0% | +600.8% | +504.7% |
| All | +1,812.3% | -99.1% | +1,911.4% | +1,662.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling